As a longtime 2D Sonic skeptic, I'm definitely warming up to its design with Mania.
The levels feel like a series of playgrounds that individually lend themselves to light exploration, and these playgrounds are linked by "pinball sequences" — bits where you're propelled along by bumpers and spinners and tubes and loops.
The playground areas feel like sandbox-style levels from a 3D platformer, translated to 2D — so a mix of tight and wide open spaces, upper and lower levels, and areas to backtrack with goodies hidden in nooks and crannies. (I know that 2D Sonic design obviously predated 3D games, but I'm just describing how it feels with the hindsight of history.)
Sometimes the way forward to a pinball sequence is not left to right, but right to left. And these sequences may launch you past (or over, or under) large swathes of the playground areas. But you can backtrack to try and find what you miss, or simply continue forward in the interest of speed, and simply resolve to explore those alternate paths on a subsequent playthrough.
It feels a bit disconcerting to a long-time 2D Mario player because I'm accustomed to being able to find everything in a single run (i.e. three star coins), and also because in Mario it's much easier to comprehend how the level fits together, whereas I'd be hard-pressed to map out Green Hill Zone even after playing it a dozen times. But that's OK. You just have to let yourself "go with the flow" and accept that you won't see everything in each level the first, or second, or third, or even fourth time. You just kind of follow your intuition and find what you can each playthrough.